1. Preheat oven to 400 degrees. Trim the stems of the unpeeled beets, leaving 1/2 inch intact. Sprinkle with salt and pepper. Place them in a baking pan with 1/4 cup water. Roast for 30 minutes, or until just tender when pierced with a knife. Transfer to a bowl of cold water. When they are cool enough to handle, top and tail them and slip off the skins. (Note: If you are using small beets, cut them into squares, as you did the feta and cucumber.)

2. Thread each of 8 skewers with a beet, a feta square, an olive and a cucumber square. Arrange on a small platter. Drizzle with olive oil and vinegar reduction. Sprinkle with salt and pepper.